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Researcher · London Business School · United Kingdom

Victor DeMiguel

Victor DeMiguel publishes mostly in Finance, Management Science and Operations Research and Economics and Econometrics, on topics such as Financial Markets and Investment Strategies, Risk and Portfolio Optimization and Stochastic processes and financial applications.

ORCID 0000-0002-7787-5185 OpenAlex
World rank
#159,658
of 7,710,434 ranked researchers
Rank in United Kingdom
#14,441
of 367,258
Works
60
Citations
7.2k
Citations per work
120.8
h-index
26
i10-index 38Top 6.6% in Finance
Victor DeMiguel

What does Victor DeMiguel research?

Victor DeMiguel's work is mostly in Economics, Econometrics and Finance (53%), Decision Sciences (17%), Business, Management and Accounting (12%).

Social Sciences: 49 works · 82.3% of their workEconomics, Econometrics and Finance: 32 works · 53.3% of their workFinance: 23 works · 37.9% of their workEconomics and Econometrics: 9 works · 15.4% of their workDecision Sciences: 10 works · 17.2% of their workManagement Science and Operations Research: 10 works · 17.2% of their workBusiness, Management and Accounting: 7 works · 11.8% of their workAccounting: 4 works · 7.1% of their workStrategy and Management: 3 works · 4.7% of their workEverything else: 9 works · 14.7% of their workPhysical Sciences: 2 works · 3.0% of their workComputer Science: 2 works · 3.0% of their workComputational Theory and Mathematics: 2 works · 3.0% of their workTHEIR WORKVictor DeMiguel60works
Physical Sciences3%Social Sciences82%

Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.

The fields and subfields, with their numbers
    1. Economics, Econometrics and Finance3253.3%
    2. Decision Sciences1017.2%
    3. Business, Management and Accounting711.8%
  2. Everything else914.7%
    1. Computer Science23.0%
  1. 1Finance38% of their works
  2. 2Management Science and Operations Research17% of their works
  3. 3Economics and Econometrics15% of their works
  4. 4Accounting7% of their works
  5. 5Strategy and Management5% of their works
  6. 6Computational Theory and Mathematics3% of their works

Research topics

Which keywords describe Victor DeMiguel's research?

The keywords of their largest research topics: Asset Pricing, Market Efficiency, Stock Returns, Risk Management, Finance, Robust Optimization, Option Pricing and Stochastic Calculus.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 18 words, with their numbers
  1. Asset Pricing462 topics
  2. Market Efficiency381 topic
  3. Stock Returns381 topic
  4. Risk Management273 topics
  5. Finance151 topic
  6. Robust Optimization151 topic
  7. Option Pricing111 topic
  8. Stochastic Calculus111 topic
  9. Liquidity81 topic
  10. Monetary Equilibrium81 topic
  11. Stock Market Prediction81 topic
  12. Time Series Forecasting81 topic
  13. Corporate Governance71 topic
  14. GARCH Models71 topic
  15. Investor Protection71 topic
  16. Volatility71 topic
  17. Information Sharing51 topic
  18. Supply Chain Coordination51 topic

Where does Victor DeMiguel work?

Victor DeMiguel's main affiliation in the publication record is London Business School, United Kingdom.

How many publications and citations does Victor DeMiguel have?

OpenAlex counts 60 works and 7,245 citations for Victor DeMiguel, an h-index of 26, ranking #159,658 of 7,710,434 researchers worldwide on the quality score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

Discussion

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